Showing 1 - 3 results of 3 for search '"asset allocation"', query time: 0.05s Refine Results
  1. 1
    When Do Investors Freak Out? Machine Learning Predictions of Panic Selling

    When Do Investors Freak Out? Machine Learning Predictions of Panic Selling by Elkind, Daniel, Kaminski, Kathryn, Lo, Andrew W., Siah, Kien Wei, Wong, Chi Heem

    Published 2022
    Subjects: “…deep learning, freaking out, panic selling, stop-loss, tactical asset allocation…”
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    Article
  2. 2
    Adaptive Markets and the New World Order

    Adaptive Markets and the New World Order by Lo, Andrew W.

    Published 2012
    “…The AMH has several implications, including the possibility of negative risk premiums, alpha converging to beta, and the importance of macro factors and risk budgeting in asset allocation policies.…”
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    Article
  3. 3
    Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios

    Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios by Lo, Andrew W., Khandani, Amir Ehsan

    Published 2014
    “…We do not find evidence for this premium among equity and asset-allocation mutual funds, or among the 100 US equity portfolios. …”
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    Article

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